| APQ Global, 3.5% 30sep2024, GBP (Conv.) (GG00BF7PL093) |
| AIS PCC, 0% perp., USD (Structured) (CH1117666201) |
| Doric Nimrod Air Two Limited, 5.125% 30nov2024, USD (USG2901NAA66) |
| Credit Suisse Group Finance, 82% 29jul2019, EUR (Structured) (XS0099472994) |
| EFG International Finance (Guernsey), FRN 22apr2024, USD (Structured) (CH1110432460) |
| EFG International Finance (Guernsey), FRN 22apr2024, USD (Structured) (CH1110432460) |
| EFG International Finance (Guernsey), FRN 18aug2023, USD (Structured) (CH0559581910) |
| EFG International Finance (Guernsey), FRN 8feb2023, USD (Structured) (CH0593635813) |
| EFG International Finance (Guernsey), FRN 26nov2024, USD (Structured) (CH1124144473) |
| EFG International Finance (Guernsey), FRN 18aug2023, USD (Structured) (CH0559581910) |
| EFG International Finance (Guernsey), FRN 8feb2023, USD (Structured) (CH0593635813) |
| EFG International Finance (Guernsey), FRN 26nov2024, USD (Structured) (CH1124144473) |
| Credit Suisse Group Funding (Guernsey) Limited, 3% 27may2022, GBP (XS1237961369) |
| EFG International Finance (Guernsey), FRN 21jun2023, EUR (Structured) (CH1117922463) |
| EFG International Finance (Guernsey), FRN 1jul2024, EUR (Structured) (CH1110440356) |
| EFG International Finance (Guernsey), FRN 3sep2024, USD (Structured) (CH1124144408) |
| EFG International Finance (Guernsey), FRN 3sep2024, USD (Structured) (CH1124144531) |
| EFG International Finance (Guernsey), FRN 21feb2024, EUR (Structured) (CH1153574103) |
| EFG International Finance (Guernsey), FRN 21feb2024, EUR (Structured) (CH1153574111) |
| EFG International Finance (Guernsey), 0% 11jan2027, USD (1901D, Structured) (CH1139712306) |
| EFG International Finance (Guernsey), FRN 21jun2023, EUR (Structured) (CH1117922463) |
| EFG International Finance (Guernsey), FRN 1jul2024, EUR (Structured) (CH1110440356) |
| EFG International Finance (Guernsey), FRN 3sep2024, USD (Structured) (CH1124144408) |
| EFG International Finance (Guernsey), FRN 3sep2024, USD (Structured) (CH1124144531) |
| EFG International Finance (Guernsey), FRN 21feb2024, EUR (Structured) (CH1153574103) |
| EFG International Finance (Guernsey), FRN 21feb2024, EUR (Structured) (CH1153574111) |
| EFG International Finance (Guernsey), 0% 11jan2027, USD (1901D, Structured) (CH1139712306) |
| Credit Suisse Group Funding (Guernsey) Limited, 2.75% 26mar2020, USD (US225433AD39) |
| Credit Suisse Group Funding (Guernsey) Limited, 3.8% 9jun2023, USD (US225433AT80) |
| EFG International Finance (Guernsey), 10.2% 8feb2023, USD (CH0395103721) |
| EFG International Finance (Guernsey), 5.6% 16feb2023, EUR (CH0395106435) |
| EFG International Finance (Guernsey), FRN 21dec2021, USD (CH0450757809) |
| Zurcher Kantonalbank Finance, 0.05% 5feb2031, CHF (Structured) (CH0461239045) |
| EFG International Finance (Guernsey), FRN 27feb2023, EUR (Structured) (CH0521588555) |
| EFG International Finance (Guernsey), 0% 21mar2025, USD (1827D, Structured) (CH0495925981) |
| EFG International Finance (Guernsey), FRN 3apr2023, USD (Structured) (CH0534157497) |
| EFG International Finance (Guernsey), FRN 24apr2023, USD (Structured) (CH0534158628) |
| EFG International Finance (Guernsey), FRN 29jul2025, USD (Structured) (CH0534159543) |
| EFG International Finance (Guernsey), FRN 22jun2022, USD (Structured) (CH0550409582) |
| EFG International Finance (Guernsey), FRN 31oct2025, USD (Structured) (CH0554318268) |
| EFG International Finance (Guernsey), FRN 25aug2023, USD (Structured) (CH0565567713) |
| EFG International Finance (Guernsey), FRN 16jan2026, USD (Structured) (CH0569864587) |
| EFG International Finance (Guernsey), FRN 30nov2023, USD (Structured) (CH0575765109) |
| EFG International Finance (Guernsey), 0% 6dec2024, USD (1460D, Structured) (CH0518368482) |
| EFG International Finance (Guernsey), FRN 18apr2024, EUR (Structured) (CH0583733719) |
| EFG International Finance (Guernsey), FRN 7oct2026, USD (Structured) (CH1100988273) |
| EFG International Finance (Guernsey), FRN 9apr2024, USD (Structured) (CH1100991707) |
| EFG International Finance (Guernsey), FRN 18may2023, USD (Structured) (CH1110436016) |
| EFG International Finance (Guernsey), FRN 1jun2023, USD (Structured) (CH1110436057) |
| EFG International Finance (Guernsey), FRN 7jun2023, EUR (Structured) (CH1110436107) |
| EFG International Finance (Guernsey), 0% 7jan2026, USD (1645D, Structured) (CH0518369332) |
| EFG International Finance (Guernsey), FRN 16sep2024, USD (Structured) (CH1132928024) |
| EFG International Finance (Guernsey), FRN 20sep2023, USD (Structured) (CH1132929543) |
| EFG International Finance (Guernsey), 0% 7aug2026, USD (1642D, Structured) (CH0587310423) |
| EFG International Finance (Guernsey), 0% 22oct2025, USD (1461D, Structured) (CH0587310142) |
| Zurcher Kantonalbank Finance, 0.05% 5feb2031, CHF (Structured) (CH0461239045) |
| EFG International Finance (Guernsey), FRN 27feb2023, EUR (Structured) (CH0521588555) |
| EFG International Finance (Guernsey), 0% 21mar2025, USD (1827D, Structured) (CH0495925981) |
| EFG International Finance (Guernsey), FRN 3apr2023, USD (Structured) (CH0534157497) |
| EFG International Finance (Guernsey), FRN 24apr2023, USD (Structured) (CH0534158628) |
| EFG International Finance (Guernsey), FRN 29jul2025, USD (Structured) (CH0534159543) |
| EFG International Finance (Guernsey), FRN 22jun2022, USD (Structured) (CH0550409582) |
| EFG International Finance (Guernsey), FRN 31oct2025, USD (Structured) (CH0554318268) |
| EFG International Finance (Guernsey), FRN 25aug2023, USD (Structured) (CH0565567713) |
| EFG International Finance (Guernsey), FRN 16jan2026, USD (Structured) (CH0569864587) |
| EFG International Finance (Guernsey), FRN 30nov2023, USD (Structured) (CH0575765109) |
| EFG International Finance (Guernsey), 0% 6dec2024, USD (1460D, Structured) (CH0518368482) |
| EFG International Finance (Guernsey), FRN 18apr2024, EUR (Structured) (CH0583733719) |
| EFG International Finance (Guernsey), FRN 7oct2026, USD (Structured) (CH1100988273) |
| EFG International Finance (Guernsey), FRN 9apr2024, USD (Structured) (CH1100991707) |
| EFG International Finance (Guernsey), FRN 18may2023, USD (Structured) (CH1110436016) |
| EFG International Finance (Guernsey), FRN 1jun2023, USD (Structured) (CH1110436057) |
| EFG International Finance (Guernsey), FRN 7jun2023, EUR (Structured) (CH1110436107) |
| EFG International Finance (Guernsey), 0% 7jan2026, USD (1645D, Structured) (CH0518369332) |
| EFG International Finance (Guernsey), FRN 16sep2024, USD (Structured) (CH1132928024) |
| EFG International Finance (Guernsey), FRN 20sep2023, USD (Structured) (CH1132929543) |
| EFG International Finance (Guernsey), 0% 7aug2026, USD (1642D, Structured) (CH0587310423) |
| EFG International Finance (Guernsey), 0% 22oct2025, USD (1461D, Structured) (CH0587310142) |
| Credit Agricole CIB Finance (Guernsey) Ltd, FRN 27apr2015, USD (XS0505066067) |
| EFG International Finance (Guernsey), 0% 27oct2020, USD (1099D) (CH0384862055) |
| EFG International Finance (Guernsey), FRN 18jul2022, USD (CH0478426924) |
| EFG International Finance (Guernsey), FRN 7apr2021, USD (CH0467179468) |
| EFG International Finance (Guernsey), FRN 6dec2021, USD (Structured) (CH0495854785) |
| EFG International Finance (Guernsey), FRN 5dec2022, USD (Structured) (CH0511111368) |
| EFG International Finance (Guernsey), FRN 2mar2023, USD (Structured) (CH0506323606) |
| EFG International Finance (Guernsey), FRN 16mar2022, USD (Structured) (CH0514675658) |
| EFG International Finance (Guernsey), FRN 22jul2024, EUR (Structured) (CH0554315520) |
| EFG International Finance (Guernsey), FRN 5aug2022, USD (Structured) (CH0554319381) |
| EFG International Finance (Guernsey), FRN 18sep2024, USD (Structured) (CH0565569446) |
| EFG International Finance (Guernsey), 0% 23oct2023, USD (1097D, Structured) (CH0554319753) |
| EFG International Finance (Guernsey), FRN 21dec2022, USD (Structured) (CH0575768731) |
| EFG International Finance (Guernsey), FRN 29dec2023, USD (Structured) (CH0583737157) |
| EFG International Finance (Guernsey), FRN 8feb2023, EUR (Structured) (CH0593635821) |
| EFG International Finance (Guernsey), FRN 22feb2024, USD (Structured) (CH0593639807) |
| EFG International Finance (Guernsey), FRN 22feb2024, USD (Structured) (CH0593633974) |
| EFG International Finance (Guernsey), FRN 25may2026, EUR (Structured) (CH0583734030) |
| EFG International Finance (Guernsey), 0% 22apr2024, USD (1096D, Structured) (CH0518369480) |
| EFG International Finance (Guernsey), 0% 28jul2023, USD (1577D, Structured) (CH0461379296) |
| EFG International Finance (Guernsey), FRN 4jun2024, USD (Structured) (CH1100991798) |
| EFG International Finance (Guernsey), 0% 31may2023, EUR (730D, Structured) (CH1111683418) |